+108.7%
CCEP vs EFV
+96.3%
+12.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.3% |
| 7D | -1.0% | +1.0% | -2.0% | -1.7% |
| 30D | -1.6% | +0.2% | -1.8% | -1.7% |
| 3M | +11.9% | +9.6% | +2.2% | +4.2% |
| 6M | +7.5% | +14.0% | -6.6% | -3.0% |
| YTD | +18.7% | +18.5% | +0.3% | +3.8% |
| 1Y | +21.4% | +27.9% | -6.5% | -0.2% |
| 3Y | +89.1% | +92.4% | -3.3% | +8.0% |
| 5Y | +108.7% | +97.2% | +11.5% | +16.3% |
| All | +108.7% | +96.3% | +12.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling